Is it possible to make a list in macro statements?

I have a small question actually, and I am asking that to widen my knowledge of sas. So, I want to break my data set year by year in different datasets. This is the small code that I have:

%let yearvar=1991;

data have&yearvar;

set have;

if year(date)=&yearvar;

run;

So, It is just enough to change the year every time to get for every year. However, I was thinking if there is a way to make a list in the %let statement, that sas does the thing for every one in the list. I could not find such thing in my searches, But I think it might be useful in some cases.

Re: Is it possible to make a list in macro statements?

Actually at first I decided to do so because the whole data set was too large and other than losing track, running it would also take a lot of time. Also, It made me to work more on my macro programming skills!